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"Errors in the IMEX-BDF-OS methods for pricing American style options under ..."

Deepak Kumar Yadav, Akanksha Bhardwaj, Alpesh Kumar (2024)

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DOI: 10.1007/S40314-023-02510-8

access: closed

type: Journal Article

metadata version: 2024-01-01

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Deepak Kumar Yadav, Akanksha Bhardwaj, Alpesh Kumar:
Errors in the IMEX-BDF-OS methods for pricing American style options under the jump-diffusion model. Comput. Appl. Math. 43(1): 6 (2024)

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